+407.0%
AXP vs EFV
+163.3%
+243.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.3% |
| 7D | -0.1% | +2.5% | -2.7% | -3.2% |
| 30D | +4.4% | +2.9% | +1.5% | +0.7% |
| 3M | -6.4% | -1.4% | -5.0% | -5.0% |
| 6M | +4.2% | +5.5% | -1.4% | -3.0% |
| YTD | -12.4% | +16.1% | -28.4% | -28.2% |
| 1Y | -11.1% | +20.3% | -31.4% | -30.3% |
| 3Y | +114.9% | +90.4% | +24.4% | -7.6% |
| 5Y | +87.4% | +93.5% | -6.1% | -20.6% |
| All | +407.0% | +163.3% | +243.7% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling